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https://github.com/wassname/catalyst.git
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Stewart Douglas
68 lines
2.0 KiB
Python
Executable File
68 lines
2.0 KiB
Python
Executable File
#!/usr/bin/env python
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#
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# Copyright 2014 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from zipline.api import order, record, symbol
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def initialize(context):
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pass
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def handle_data(context, data):
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order(symbol('AAPL'), 10)
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record(AAPL=data[symbol('AAPL')].price)
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# Note: this function can be removed if running
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# this algorithm on quantopian.com
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def analyze(context=None, results=None):
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import matplotlib.pyplot as plt
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# Plot the portfolio and asset data.
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ax1 = plt.subplot(211)
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results.portfolio_value.plot(ax=ax1)
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ax1.set_ylabel('Portfolio value (USD)')
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ax2 = plt.subplot(212, sharex=ax1)
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results.AAPL.plot(ax=ax2)
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ax2.set_ylabel('AAPL price (USD)')
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# Show the plot.
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plt.gcf().set_size_inches(18, 8)
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plt.show()
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# Note: this if-block should be removed if running
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# this algorithm on quantopian.com
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if __name__ == '__main__':
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from datetime import datetime
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import pytz
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from zipline.algorithm import TradingAlgorithm
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from zipline.utils.factory import load_from_yahoo
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# Set the simulation start and end dates
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start = datetime(2014, 1, 1, 0, 0, 0, 0, pytz.utc)
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end = datetime(2014, 11, 1, 0, 0, 0, 0, pytz.utc)
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# Load price data from yahoo.
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data = load_from_yahoo(stocks=['AAPL'], indexes={}, start=start,
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end=end)
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# Create and run the algorithm.
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algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data,
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identifiers=['AAPL'])
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results = algo.run(data)
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analyze(results=results)
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